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iShares U IYR 98.9 0.9 0.92%

IYR Gamma Exposure (GEX)

IYR (iShares U): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.157
Put Call Ratio (OI)
2.08
Put Call Ratio (Vol)
1.7
IV Rank
4.29
IV Percentile
30.6
Max Pain
101

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-54.0
54.0
View values by strike
IYR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 0 -2.42 K
55.00 0 -198
60.00 0 -1.4 K
65.00 43.8 -2.64 K
70.00 508 -168 K
75.00 3.04 K -256 K
80.00 23.7 K -21.6 K
81.00 80.7 -6.05 K
82.00 90.5 -182
83.00 322 -12.9 K
84.00 682 -9.84 K
85.00 1.03 K -227 K
86.00 1.77 K -27.6 K
87.00 121 -19.1 K
88.00 4.35 K -21.2 K
89.00 8.91 K -46.6 K
90.00 9.73 K -5 M
91.00 7.96 K -616 K
92.00 4.48 K -172 K
93.00 18 K -63.2 K
94.00 24.2 K -216 K
95.00 279 K -3.09 M
95.50 0 -1.22 K
96.00 24.9 K -762 K
97.00 200 K -1.76 M
98.00 30.6 K -1.54 M
98.50 0 -1.16 K
99.00 384 K -825 K
99.50 2.39 K -148 K
100.00 6.24 M -4.31 M
100.50 78.1 K -6.76 K
101.00 3.56 M -962 K
101.50 8.32 K -945
102.00 82.4 K -180 K
102.50 3.39 K 0
103.00 55.6 K -12.2 K
103.50 6.69 K 0
104.00 370 K -92.8 K
104.50 3.22 K 0
105.00 1.51 M -59.8 K
105.50 0 -390
106.00 372 K -4.92 K
107.00 105 K -42.6 K
107.50 845 0
108.00 289 K -3.05 K
108.50 1.93 K 0
109.00 62.8 K -897
109.50 204 0
110.00 1.06 M -23.7 K
111.00 13.4 K 0
112.00 20.7 K -1.16 K
113.00 71.3 K -431
114.00 3.12 K 0
115.00 86.2 K -231
116.00 4.48 K 0
120.00 287 K -736
125.00 8.86 K 0
130.00 29.2 K 0
140.00 1.16 K 0
145.00 418 0
150.00 144 0